DOI: 10.5176/2251-1911_CMCGS12

Authors: Nam Lee, Carey Priebe and Minh Tang

Abstract: This paper studies the problem of identifying an inhomogeneous interaction structure amongst social agents. We construct the social network by a random graph and model the messaging activities via a multi channel self-exciting point process. We design a methodology that divides the agents into two disjoint groups so that members within each group are considered to be of similar attributes. Our methodology and algorithm are useful for investigating and detecting abnormal activities within a network. We provide numerical illustrations based on a large email dataset from Enron.

Keywords: Social network; Multiple self-exciting point processes; Hypothesis testing; Risk mitigation.

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